V-Lab: Youlchon Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Youlchon Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.14% (-1.64%)

Analysis last updated: Friday, May 3, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8467	7.79
$α$	0.0874	6.89
$β$	0.8772	43.29
$γ_{1}$	-0.0037	-0.32
$γ_{2}$	-0.0117	-0.61
$γ_{3}$	0.0116	0.72
$γ_{4}$	0.0403	2.53
$γ_{5}$	-0.0593	-4.91

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts